def reify_trade(
cls,
trade: AbstractTrade,
market_state: MarketState,
) -> List[Order]:
"""Given an abstract trade, return a list of concrete orders that will
accomplish the higher-level transaction described.
"""
markets = market_state.available_markets()
market = format_currency_pair(trade.sell_coin, trade.buy_coin)
if market not in markets:
market = format_currency_pair(trade.buy_coin, trade.sell_coin)
if market not in markets:
raise NoMarketAvailableError(
f'No market available between {trade.sell_coin} and '
f'{trade.buy_coin} and indirect trades are not yet supported'
)
base, quote = split_currency_pair(market)
# Price is given as base currency / quote currency
price = market_state.price(market)
# Order amount is given with respect to the quote currency
quote_amount = market_state.estimate_value(
trade.reference_coin,
trade.reference_value,
quote,
)
# Order direction is given with respect to the quote currency
if trade.sell_coin == base:
# Buy quote currency; sell base currency
direction = Order.Direction.BUY
elif trade.sell_coin == quote:
# Sell quote currency; buy quote currency
direction = Order.Direction.SELL
else:
raise
return [
Order(
market,
price,
quote_amount,
direction,
OrderType.fill_or_kill,
)
]
def estimate_price(self, market_state: MarketState):
'''
Sets the approximate price of the quote value, given some chart data.
'''
base_price = market_state.price(self.market_name)
# The price (when buying/selling)
# should match the self.market_name.
# So, we keep around a self.market_price to match
# self.price is always in the quote currency.
self.market_price = base_price
# Now, we find out what price matters for our trade.
# The base price is always in the base currency,
# So we will need to figure out if we are trading from,
# or to, this base currency.
if self.buy_coin == self.market_base_currency:
self.price = 1 / base_price
else:
self.price = base_price